Bounded Area Tests For Comparing The Dynamics Between ARMA Processes-Reference-Cited by-同舟云学术

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Bounded Area Tests For Comparing The Dynamics Between ARMA Processes

Published:2015-04 Issue:18 Volume:44 Page:3921-3941
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Tunno Ferebee

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610926.2013.837184

Reference6 articles.

1. Testing for changes in the covariance structure of linear processes

2. A periodogram-based metric for time series classification

3. Testing equality of stationary autocovariances

4. Arc length tests for equivalent autocovariances

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bounded area as a measure of volatility for financial time series;Communications in Statistics: Case Studies, Data Analysis and Applications;2022-02-21

2. Signal discrimination without denoising;Communications in Statistics - Simulation and Computation;2019-09-03

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